-62.0%
ALNY vs FICO
-57.1%
-4.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +1.2% |
| 7D | -30.7% | +0.4% | -31.1% | -30.8% |
| 30D | -26.7% | +1.7% | -28.4% | -27.4% |
| 3M | -26.4% | -33.0% | +6.6% | -21.1% |
| 6M | -45.9% | -33.9% | -12.1% | -37.7% |
| YTD | -59.5% | -58.5% | -1.0% | -51.3% |
| 1Y | -62.0% | -56.4% | -5.6% | -53.7% |
| All | -62.0% | -57.1% | -4.8% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling